Deeter Analytics
Quant Trading
US - Remote · Exec
Sponsorship not specifiedDetected 261 days ago
PythonJavaC++AlgorithmsGitCI/CDLinuxDeep LearningTensorFlowPyTorchData AnalysisData EngineeringData ScienceStatisticsA/B TestingForecastingResearchLeadershipCommunicationCollaborationMentoring
About the role
- About Deeter Investments Deeter Investments is a founder‑led proprietary well funded trading firm built around real‑time, data‑driven decision‑making.
- We prize curiosity, collaboration, and a bias for action.
- Role Summary You will spearhead the development, optimization, and deployment of cutting‑edge algorithmic strategies and quantitative models.
Responsibilities
- Modeling & Simulation: Build forecasting, signal‑generation, and risk models
- run rigorous back‑tests and simulations to validate performance.
- System Architecture: Partner with engineering to design high‑throughput trading systems that scale globally.
- Automation & Integration: Build end‑to‑end pipelines for data ingestion, model training, and live deployment
- Modeling & Simulation: Build forecasting, signal‑generation, and risk models; run rigorous back‑tests and simulations to validate performance.
- Automation & Integration: Build end‑to‑end pipelines for data ingestion, model training, and live deployment; ensure seamless connection to execution venues and data feeds.
- Build forecasting, signal‑generation, and risk models; run rigorous back‑tests and simulations to validate performance.
- Partner with engineering to design high‑throughput trading systems that scale globally.
Requirements
- Programming: Advanced expertise in at least one core language (Python, C++, or Java) and familiarity with Linux, Git, and CI workflows.
- Systems: Proven skill in real‑time data pipelines, distributed/cloud computing, and performance optimization.
- Language: Fluent English (written and spoken) is required.
- Advanced expertise in at least one core language (Python, C++, or Java) and familiarity with Linux, Git, and CI workflows.
- Fluent English (written and spoken) is required.
- Education: B.S. or M.S. in a quantitative field such as Mathematics, Computer Science, Engineering, Statistics, or Physics.
- Data Science: Deep knowledge of statistical modeling, and machine‑learning frameworks (PyTorch, TensorFlow, scikit‑learn).
- Soft Skills: Exceptional analytical rigor, clear communication, and the leadership mindset to help build a high‑performance team from scratch. Deep and careful thinking but still able to progress and iterate quickly
- What we offer
Skills
- Deep and careful thinking but still able to progress and iterate quickly
- A well-funded trading firm expanding into AI research and discovery - bring your best ideas and be rewarded for them.
- Real ownership and influence on roadmap, direction and products.
- Competitive base compensation with significant upside tied to results.
- A culture optimized for deep work, fast learning, and doing the right thing.
- Unique and successful first principles based approach to markets that we haven't heard anywhere else
- Compensation $400k-1m + upside exposure
- Select and integrate best‑in‑class analytics platforms, databases, and cloud resources.
- Performance Analysis & Risk Management
- Proven skill in real‑time data pipelines, distributed/cloud computing, and performance optimization.
Compensation
- Competitive base compensation with significant upside tied to results.
Benefits
- Algorithm Design: Lead the creation and refinement of proprietary trading algorithms rooted in the firm's market framework, leveraging advanced statistical and machine‑learning techniques.
- Innovation: Continuously evaluate emerging research (deep learning, reinforcement learning, agent‑based modeling) to sharpen our edge.
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